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The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

Probability · Mathematics 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

Probability · Mathematics 2022-10-25 Stefano Bruno , Benjamin Gess , Hendrik Weber

We prove the existence and the uniqueness of a solution to the stochastic NSLE on a two-dimensional compact riemannian manifold. Thus we generalize a recent work by Burq, G\'erard and Tzvetkov in the deterministic setting, and a series of…

Probability · Mathematics 2022-10-13 Zdzislaw Brzezniak , Annie Millet

We consider the nonlinear Schr\"odinger equation with multiplicative spatial white noise and an arbitrary polynomial nonlinearity on the two-dimensional full space domain. We prove global well-posedness by using a gauge-transform introduced…

Analysis of PDEs · Mathematics 2023-03-08 Arnaud Debussche , Ruoyuan Liu , Nikolay Tzvetkov , Nicola Visciglia

In this paper, we study the random field solution to the stochastic nonlinear wave equation (SNLW) with constant initial conditions and multiplicative noise $\sigma(u)\dot{L}$, where the nonlinearity is encoded in a Lipschitz function…

Probability · Mathematics 2026-04-15 Raluca M. Balan , Guangqu Zheng

In this note, we establish a bi-parameter linear localization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing.

Analysis of PDEs · Mathematics 2024-07-16 Jingyu Huang , Tadahiro Oh , Mamoru Okamoto

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

Probability · Mathematics 2016-11-08 Oleg Butkovsky , Leonid Mytnik

We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…

Probability · Mathematics 2026-01-07 Chang Liu , Dejun Luo

We study the mechanism of stochastic resonance in a two dimensional Landau Ginzburg equation perturbed by a white noise. We shortly review how to renormalize the equation in order to avoid ultraviolet divergences. Next we show that the…

Chaotic Dynamics · Physics 2009-11-10 Roberto Benzi , Alfonso Sutera

Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…

Probability · Mathematics 2025-09-17 Shijie Shang , Pengyu Wang , Tusheng Zhang

We develop a solution theory in H\"older spaces for a quasilinear stochastic PDE driven by an additive noise. The key ingredients are two deterministic PDE Lemmas which establish a priori H\"older bounds for an equation with irregular right…

Analysis of PDEs · Mathematics 2017-07-06 Felix Otto , Hendrik Weber

We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass…

Analysis of PDEs · Mathematics 2022-10-11 Annie Millet , Alex D Rodriguez , Svetlana Roudenko , Kai Yang

We interpret steady linear statistical inverse problems as artificial dynamic systems with white noise and introduce a stochastic differential equation (SDE) system where the inverse of the ending time $T$ naturally plays the role of the…

Numerical Analysis · Mathematics 2020-04-10 Shuai Lu , Pingping Niu , Frank Werner

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

In this paper, we consider the well-posedness of the weakly damped stochastic nonlinear Schr\"odinger(NLS) equation driven by multiplicative noise. First, we show the global existence of the unique solution for the damped stochastic NLS…

Probability · Mathematics 2018-01-18 Jianbo Cui , Jialin Hong , Liying Sun

We measure spectra, spatial correlation functions and probability density functions (PDFs) for waves amplitudes for generalized one-dimensional nonlinear Schrodinger (NLS) equation of focusing type with saturated nonlinearity. All…

Optics · Physics 2013-10-18 D. S. Agafontsev

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

Analysis of PDEs · Mathematics 2022-02-03 Florian Kunick